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Calculate the DV01 for a hypothetical bond with 10 year to maturity, YTM of 5.25%, 2% annual coupon, face value of $100m, and current dirty
Calculate the DV01 for a hypothetical bond with 10 year to maturity, YTM of 5.25%, 2% annual coupon, face value of $100m, and current dirty price of $75,206,268. Explain what DV01 implies
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Option Volatility And Pricing Advanced Trading Strategies And Techniques
Authors: Sheldon Natenberg
2nd Edition
0071818774, 978-0071818773
